标的资产服从几何分数布朗运动的期权定价

本文在M ogens B ladt和T ina H av iid R ydberg无市场假设,仅利用价格过程的实际概率的期权保险精算定价模型的基础上,得出了标的资产服从几何分数布朗运动的欧式期权定价公式,并说明了几何布朗运动是本文的一种特殊情况.     

Quantitative and high mass ToF-SIMS studies of siloxane segregation in hydrogel polymers using cryogenic sample handling techniques

This paper examines the capabilities of cryogenic sample handling to examine composition and structure of hydrogel materials where siloxane components are central to the analysis. XPS analysis of multicomponent polymers with cryogenic sample handling following exposure to aqueous environments has revealed the composition and kinetics of near surface reorganization for siloxane and fluorocarbon containing polymers. In this study we report results from a ToF-SIMS protocol for cryogenic sample handling applied to the analysis of surface changes upon hydration/dehydration of hydrogel polymers. Comparison of results from angle dependent XPS and ToF-SIMS are discussed for a range of commercial soft contact lens materials. Both methods detected changes in surface chemistry between the hydrated (frozen) and dehydrated surfaces. Analysis of the hydrated surfaces detected polymer components indicative of the commercial formulation as well as ice clusters. Analysis of the dehydrated materials detected changes in surface chemistry relative to the hydrated surface in addition to loss of water due to sample dehydration. A quantitative standard additions method for ToF-SIMS data was used to determine submonolayer amounts of PDMS impurities at the surface of the hydrogels. ToF-SIMS analysis of a series of seven poly (allyl methacrylate-g-dimethylsiloxane), AMA-g-DMS, graft copolymers in the hydrated state revealed high mass oligomeric ion distributions for systems with bulk PDMS content greater than 25 wt.%. This marks the first time that detection of high mass oligomeric ion distributions from hydrated (frozen) surfaces has been reported. Analysis of the dehydrated surface detected formation of high mass oligomeric ion distributions for systems with PDMS bulk content greater than 15 wt.%, but only detected these ion distributions in wet (frozen) samples when the bulk concentration was greater than 25 wt.%.     

~（23）Na~（39）K分子D~1∏→X~1∑~＋激光感生荧光光谱及强度研究

实验获得了Ａｒ＋激光５１４．５ｎｍ线诱导２３Ｎａ３９Ｋ分子产生的Ｄ１∏→Ｘ１∑＋跃迁荧光谱．通过测量激光感生荧光光谱强度随泵浦功率、热管炉温度及缓冲气压变化规律，详细研究了其跃迁机制．用最小二乘法拟合获得２３Ｎａ３９Ｋ分于Ｘ１∑＋态振动常数．理论计算了各跃迁谱支波长值及Ｆｒａｎｃｋ－Ｃｏｎｄｏｎ因子和光谱强度值，与实验观测值符合得相当好，充分表明本文对激光感生荧光光谱的归属以及对各支谱线振、转量子数的赋值是合理的．     

量子阱非对称法布里-珀罗腔调制器电折变模式蓝移

对于从实验中观察到的GaAs/GaAlAs多量子讲非对称法布里一哨罗腔调制器中电致折射率变化引起的模式蓝移现象,从理论上予以讨论.利用等效光程方法分析了电致折射引起的模式的移动特性,实验和理论符合较好.     

利用莫尔条纹的准正弦特性的三维轮廓术

分析了两个矩形光栅迭合产生的莫尔条纹的光强分布特性，通过选择适当的光栅参数，可得到一个近似的正弦分划板，并把它用于三维面形测量中，实验结果表明，这种方法简单，易于自动处理，有广泛的实用价值。     

Codiameters of 3‐connected 3‐domination critical graphs

A graph G is 3‐domination critical if its domination number γ is 3 and the addition of any edge decreases γ by 1. Let G be a 3‐connected 3‐domination critical graph of order n. In this paper, we show that there is a path of length at least n?2 between any two distinct vertices in G and the lower bound is sharp. © 2002 John Wiley & Sons, Inc. J Graph Theory 39: 76–85, 2002     

一种构造正交小波基的新方法

本文给出了构造正交小波基的一种新的方法,主要是通过改造钟形函数来构造有具体表达式的小波母函数,在光滑性,局部性等性质上优于一般的构造方法,其收敛于零的阶数可达到O(|t|~(-N)),N≥4。而且更进一步在S空间上构造出收敛更快的小波母函数。     

STABLE DOUBLE LR ALGORITHM AND ITS ERROR ANALYSIS

In this paper, the normative matrices and their double LR transformation with origin shifts are defined, and the essential relationship between the double LR transformation of a normative matrix and the QR transformation of the related symmetric tridiagonal matrix is proved. We obtain a stable double LR algorithm for double LR transformation of normative matrices and give the error analysis of our algorithm. The operation number of the stable double LR algorithm for normative matrices is only four sevenths of the rational QR algorithm for reed symmetric tridiagonal matrices.     

矩孔金属光栅矢量模式理论的数值计算

根据矩孔金属光栅的矢量模式理论，计算了不同入射方向，波长及偏振态情况下衍射场的分布，研究了不同光栅结构对衍射效率，偏振态变化的影响；同时，根据实际需要，加工制作了一批不同深度的矩孔光栅样品，进行了实验测量，并将计算值与实验值进行了比较，两者基本相符。     

用13CNMR研究聚甲基丙烯酸锡酯的立构序列分布

本文测定了自由基型溶液聚合的聚甲基丙烯酸三甲基锡酯(PTMTM),聚甲基丙烯酸三乙基锡酯(PTETM)和聚甲基丙烯酸三丁基锡酯(PTBTM)的¹³C-NMR谱,对其C-2谱扩展分峰,计算立构序列,从定量数据表明,聚合物样品的空间立构富于或稍富于间规立构,随取代基的体积增大而趋于无规分布,作者认为受空间位阻效应和分子内或分子间形成配位键的影响。